Although behavioral mechanisms in the association among depression, anxiety, and cancer are plausible, few studies have empirically studied mediation by health behaviors. We aimed to examine the mediating role of several health behaviors in the associations among depression, anxiety, and the incidence of various cancer types (overall, breast, prostate, lung, colorectal, smoking-related, and alcohol-related cancers).

Two-stage individual participant data meta-analyses were performed based on 18 cohorts within the Psychosocial Factors and Cancer Incidence consortium that had a measure of depression or anxiety (N = 319 613, cancer incidence = 25 803). Health behaviors included smoking, physical inactivity, alcohol use, body mass index (BMI), sedentary behavior, and sleep duration and quality. In stage one, path-specific regression estimates were obtained in each cohort. In stage two, cohort-specific estimates were pooled using random-effects multivariate meta-analysis, and natural indirect effects (i.e. mediating effects) were calculated as hazard ratios (HRs).

Smoking (HRs range 1.04–1.10) and physical inactivity (HRs range 1.01–1.02) significantly mediated the associations among depression, anxiety, and lung cancer. Smoking was also a mediator for smoking-related cancers (HRs range 1.03–1.06). There was mediation by health behaviors, especially smoking, physical inactivity, alcohol use, and a higher BMI, in the associations among depression, anxiety, and overall cancer or other types of cancer, but effects were small (HRs generally below 1.01).

Smoking constitutes a mediating pathway linking depression and anxiety to lung cancer and smoking-related cancers. Our findings underline the importance of smoking cessation interventions for persons with depression or anxiety.

Factors associated with depression are usually identified from cross-sectional studies.

We explore the relative roles of onset and recovery in determining these associations.

Hazard ratios for onset and recovery were estimated for 39 risk factors from a cohort study of 10 045 general practice attendees whose depression status was assessed at baseline, 6 and 12 months.

Risk factors have a stronger relative effect on the rate of onset than recovery. The strongest risk factors for both onset and maintenance of depression tend to be time-dependent. With the exception of female gender the strength of a risk factor's effect on onset is highly predictive of its impact on recovery.

Preventive measures will achieve a greater reduction in the prevalence of depression than measures designed to eliminate risk factors post onset. The strength of time-dependent risk factors suggests that it is more productive to focus on proximal rather than distal factors.

There is evidence that the prevalence of common mental disorders varies across Europe.

To compare prevalence of common mental disorders in general practice attendees in six European countries.

Unselected attendees to general practices in the UK, Spain, Portugal, Slovenia, Estonia and The Netherlands were assessed for major depression, panic syndrome and other anxiety syndrome. Prevalence of DSM–IV major depression, other anxiety syndrome and panic syndrome was compared between the UK and other countries after taking account of differences in demographic factors and practice consultation rates.

Prevalence was estimated in 2344 men and 4865 women. The highest prevalence for all disorders occurred in the UK and Spain, and lowest in Slovenia and The Netherlands. Men aged 30–50 and women aged 18–30 had the highest prevalence of major depression; men aged 40–60 had the highest prevalence of anxiety, and men and women aged 40–50 had the highest prevalence of panic syndrome. Demographic factors accounted for the variance between the UK and Spain but otherwise had little impact on the significance of observed country differences.

These results add to the evidence for real differences between European countries in prevalence of psychological disorders and show that the burden of care on general practitioners varies markedly between countries.